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We study contextual dynamic pricing problems where a firm sells products to $T$ sequentially-arriving consumers, behaving according to an unknown demand model. The firm aims to minimize its regret over a clairvoyant that knows the model in…

Machine Learning · Computer Science 2025-04-07 Zifeng Zhao , Feiyu Jiang , Yi Yu

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

Local differential privacy (LDP) gives a strong privacy guarantee to be used in a distributed setting like federated learning (FL). LDP mechanisms in FL protect a client's gradient by randomizing it on the client; however, how can we…

Cryptography and Security · Computer Science 2022-06-22 Marin Matsumoto , Tsubasa Takahashi , Seng Pei Liew , Masato Oguchi

Deep reinforcement learning has achieved impressive successes yet often requires a very large amount of interaction data. This result is perhaps unsurprising, as using complicated function approximation often requires more data to fit, and…

Machine Learning · Computer Science 2020-11-20 Jonathan N. Lee , Aldo Pacchiano , Vidya Muthukumar , Weihao Kong , Emma Brunskill

We study the problem of private online learning, specifically, online prediction from experts (OPE) and online convex optimization (OCO). We propose a new transformation that transforms lazy online learning algorithms into private…

Machine Learning · Computer Science 2025-02-25 Hilal Asi , Tomer Koren , Daogao Liu , Kunal Talwar

Practical and pervasive needs for robustness and privacy in algorithms have inspired the design of online adversarial and differentially private learning algorithms. The primary quantity that characterizes learnability in these settings is…

Machine Learning · Computer Science 2020-06-19 Nika Haghtalab , Tim Roughgarden , Abhishek Shetty

Off-dynamics reinforcement learning (RL), where training and deployment transition dynamics are different, can be formulated as learning in a robust Markov decision process (RMDP) where uncertainties in transition dynamics are imposed.…

Machine Learning · Computer Science 2025-11-10 Yiting He , Zhishuai Liu , Weixin Wang , Pan Xu

As large language models (LLMs) are increasingly trained on sensitive user data, understanding the fundamental cost of privacy in language learning becomes essential. We initiate the study of differentially private (DP) language…

Machine Learning · Computer Science 2026-04-09 Xiaoyu Li , Andi Han , Jiaojiao Jiang , Junbin Gao

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

Models need to be trained with privacy-preserving learning algorithms to prevent leakage of possibly sensitive information contained in their training data. However, canonical algorithms like differentially private stochastic gradient…

Machine Learning · Computer Science 2022-10-06 Yannis Cattan , Christopher A. Choquette-Choo , Nicolas Papernot , Abhradeep Thakurta

While machine learning has proven to be a powerful data-driven solution to many real-life problems, its use in sensitive domains has been limited due to privacy concerns. A popular approach known as **differential privacy** offers provable…

Machine Learning · Statistics 2016-04-28 Yu-Xiang Wang , Jing Lei , Stephen E. Fienberg

Meta-reinforcement learning has widely been used as a learning-to-learn framework to solve unseen tasks with limited experience. However, the aspect of constraint violations has not been adequately addressed in the existing works, making…

Machine Learning · Computer Science 2024-05-28 Vanshaj Khattar , Yuhao Ding , Bilgehan Sel , Javad Lavaei , Ming Jin

This paper considers subject level privacy in the FL setting, where a subject is an individual whose private information is embodied by several data items either confined within a single federation user or distributed across multiple…

Machine Learning · Computer Science 2023-06-16 Virendra J. Marathe , Pallika Kanani , Daniel W. Peterson , Guy Steele

We initiate the study of dynamic regret minimization for goal-oriented reinforcement learning modeled by a non-stationary stochastic shortest path problem with changing cost and transition functions. We start by establishing a lower bound…

Machine Learning · Computer Science 2022-05-27 Liyu Chen , Haipeng Luo

We consider differentially private algorithms for reinforcement learning in continuous spaces, such that neighboring reward functions are indistinguishable. This protects the reward information from being exploited by methods such as…

Machine Learning · Statistics 2019-11-12 Baoxiang Wang , Nidhi Hegde

This work addresses the problem of revenue maximization in a repeated, unlimited supply item-pricing auction while preserving buyer privacy. We present a novel algorithm that provides differential privacy with respect to the buyer's input…

Computer Science and Game Theory · Computer Science 2023-10-31 Joon Suk Huh

Broad adoption of machine learning techniques has increased privacy concerns for models trained on sensitive data such as medical records. Existing techniques for training differentially private (DP) models give rigorous privacy guarantees,…

Machine Learning · Statistics 2019-10-04 Zhengli Zhao , Nicolas Papernot , Sameer Singh , Neoklis Polyzotis , Augustus Odena

Composition is one of the most important properties of differential privacy (DP), as it allows algorithm designers to build complex private algorithms from DP primitives. We consider precise composition bounds of the overall privacy loss…

Cryptography and Security · Computer Science 2020-06-26 Jinshuo Dong , David Durfee , Ryan Rogers

Reinforcement learning with human feedback (RLHF), which learns a reward model from human preference data and then optimizes a policy to favor preferred responses, has emerged as a central paradigm for aligning large language models (LLMs)…

Machine Learning · Statistics 2025-09-29 Gen Li , Yuling Yan

We consider the extensive-form bandit problem, where on each trial the learner (a user coordinated by a server) plays an extensive-form game against an oblivious adversary, observing the information sets it finds itself in as well as the…

Cryptography and Security · Computer Science 2026-05-08 Stephen Pasteris , Rahul Savani , Theodore Turocy
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